Synthetic dimensions, wherein dynamics occurs in a set of internal states, have found great success in recent years in exploring topological effects in cold atoms and photonics. However, the phenomena thus far explored have largely been restricted to the non-interacting or weakly interacting regimes. Here, we extend the synthetic dimensions playbook to strongly interacting systems of Rydberg atoms prepared in optical tweezer arrays. We use precise control over driving microwave fields to introduce a tunable U(1) flux in a four-site lattice of coupled Rydberg levels. We find highly coherent dynamics, in good agreement with theory. Single atoms show oscillatory dynamics controllable by the gauge field. Small arrays of interacting atoms exhibit behavior suggestive of the emergence of ergodic and arrested dynamics in the regimes of intermediate and strong interactions, respectively. These demonstrations pave the way for future explorations of strongly interacting dynamics and many-body phases in Rydberg synthetic lattices.